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subject:"USA"
~isPartOf:"Economic modelling"
~isPartOf:"Economics letters"
~person:"Huang, Zhuo"
~subject:"Börsenkurs"
~subject:"Schätzung"
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USA
Börsenkurs
Schätzung
ARCH model
4
ARCH-Modell
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Estimation
4
Realized GARCH
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Risikomaß
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Huang, Zhuo
Gupta, Rangan
11
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Narayan, Paresh Kumar
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5
Belke, Ansgar
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Caraiani, Petre
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Chen, Shyh-Wei
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Gil-Alaña, Luis A.
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Narayan, Seema
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Economic modelling
Economics letters
The journal of futures markets
2
Accounting and finance
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at Peking University
1
Finance research letters
1
Journal of applied econometrics
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Journal of financial econometrics
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ECONIS (ZBW)
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1
Estimation
of extreme value-at-risk : an EVT approach for quantile GARCH model
Yi, Yanping
;
Feng, Xingdong
;
Huang, Zhuo
- In:
Economics letters
124
(
2014
)
3
,
pp. 378-381
Persistent link: https://www.econbiz.de/10010495168
Saved in:
2
Modeling long memory volatility using realized measures of volatility : a realized HAR GARCH model
Huang, Zhuo
;
Liu, Hao
;
Wang, Tianyi
- In:
Economic modelling
52
(
2016
),
pp. 812-821
Persistent link: https://www.econbiz.de/10011643050
Saved in:
3
The spillover of macroeconomic uncertainty between the U.S. and China
Huang, Zhuo
;
Tong, Chen
;
Qiu, Han
;
Shen, Yan
- In:
Economics letters
171
(
2018
),
pp. 123-127
Persistent link: https://www.econbiz.de/10012021901
Saved in:
4
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
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